Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 1,07% | 1,82 CHF | 1,84 CHF | 75 000 | 75 000 | 73 608 | 73 547 | 132 487 CHF | 133 798 CHF | 92,11% | 92,11% |
25/09/2024 | 1,15% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 151 CHF | 127 605 CHF | 99,69% | 99,69% |
24/09/2024 | 1,14% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 977 CHF | 129 438 CHF | 100,00% | 100,00% |
23/09/2024 | 1,12% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 934 CHF | 128 366 CHF | 100,00% | 100,00% |
20/09/2024 | 1,15% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 503 CHF | 125 944 CHF | 87,18% | 87,18% |
19/09/2024 | 1,17% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 404 CHF | 123 845 CHF | 98,61% | 98,61% |
18/09/2024 | 1,29% | 1,50 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 692 CHF | 112 131 CHF | 97,44% | 97,44% |
12/09/2024 | 1,33% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 562 CHF | 104 949 CHF | 98,35% | 98,35% |
11/09/2024 | 1,58% | 1,13 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 190 CHF | 86 543 CHF | 99,03% | 99,03% |
10/09/2024 | 1,58% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 674 CHF | 87 039 CHF | 98,33% | 98,33% |